+2,896.3%
KLAC vs TGT
+207.4%
+2,689.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -2.7% | -5.2% | +2.6% | -0.9% |
| 30D | -13.2% | +1.2% | -14.3% | -13.7% |
| 3M | -25.0% | +18.4% | -43.4% | -30.2% |
| 6M | +23.6% | +33.4% | -9.8% | +10.1% |
| YTD | +49.2% | +63.8% | -14.6% | +22.5% |
| 1Y | +89.3% | +77.2% | +12.2% | +50.4% |
| 3Y | +274.4% | +41.8% | +232.6% | +204.3% |
| 5Y | +440.9% | -25.5% | +466.5% | +453.1% |
| All | +2,896.3% | +207.4% | +2,689.0% | +2,032.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling